I've looked into this and I can't get inside the directory controller to move the focus to the scroll area when the dialog first opens.
The fastest way to get the scroll area in focus is to hit the TAB key twice.

I find this really baffling. After having run the 'Scan' command, the "Browse For Folder" is freely scrollable. But on first launch... it's a no-go! Yet there are occasions when it is scrollable too! So, the issue is to stabilise it, when possible.

I've tried playing around with this found similar behaviour. However, I only once saw the scrollable area come up in focus; all the other times the OK button came up in focus. There is no obvious way to change the behaviour. This is a problem somewhere in the wxpython libraries. I've asked the gurus in the wxpython forum for their opinion on this.